+347.5%
CF vs RNG
+327.7%
+19.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -2.9% |
| 7D | +6.0% | +5.8% | +0.2% | +5.6% |
| 30D | +14.8% | +19.6% | -4.8% | +13.3% |
| 3M | +14.1% | +67.0% | -53.0% | +9.2% |
| 6M | +28.5% | +88.4% | -59.8% | +21.2% |
| YTD | +74.9% | +155.5% | -80.5% | +59.4% |
| 1Y | +61.7% | +141.7% | -80.0% | +47.7% |
| 3Y | +80.3% | +131.1% | -50.8% | +61.8% |
| 5Y | +226.0% | -70.6% | +296.6% | +251.2% |
| 10Y | +569.9% | +228.2% | +341.6% | +317.7% |
| All | +347.5% | +327.7% | +19.8% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling